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Lookup NU author(s): Dr Jordan Stoyanov
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0).
We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on conditions about the distribution itself. For the class of generalized gamma random variables, we show that the power and the product of such variables share the same moment determinacy property. A similar statement holds for half-logistic random variables. Besides answering new questions in this area, we either extend some previously known results or provide new and transparent proofs of existing results.
Author(s): Lin GD, Stoyanov J
Publication type: Article
Publication status: Published
Journal: Journal of Theoretical Probability
Year: 2015
Volume: 28
Issue: 4
Pages: 1337-1353
Print publication date: 01/12/2015
Online publication date: 25/03/2014
Acceptance date: 01/01/1900
Date deposited: 14/08/2017
ISSN (print): 0894-9840
ISSN (electronic): 1572-9230
Publisher: Springer
URL: http://dx.doi.org/10.1007/s10959-014-0546-z
DOI: 10.1007/s10959-014-0546-z
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